XYLE.DE vs. EXUS.DE

Last updated Jul 4, 2026

XYLE.DE (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc)) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XYLE.DE is a Short-Term Bond fund tracking the Bloomberg MSCI USD Corporate SRI 0-5 Years PAB Index (EUR Hedged), while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XYLE.DE returned 1.76% vs 25.65% for EXUS.DE. At a 0.21 correlation, their price movements are largely independent. XYLE.DE charges 0.21%/yr vs 0.15%/yr for EXUS.DE.

Performance

XYLE.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XYLE.DE achieves a -0.10% return, which is significantly lower than EXUS.DE's 13.41% return.

XYLE.DE

• 1D: 0.05%
• 1M: 0.31%
• 6M: 0.15%
• YTD: -0.10%
• 1Y: 1.76%
• 3Y*: 3.33%
• 5Y*: -0.27%
• 10Y*: —

EXUS.DE

• 1D: 0.66%
• 1M: 3.63%
• 6M: 13.12%
• YTD: 13.41%
• 1Y: 25.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLE.DE vs. EXUS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XYLE.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc)	-0.10%	4.18%	2.83%
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD	13.41%	17.80%	4.15%

Correlation

The correlation between XYLE.DE and EXUS.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024	0.21

The correlation between XYLE.DE and EXUS.DE shifts across timeframes, from 0.21 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

XYLE.DE vs. EXUS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XYLE.DE

XYLE.DE Risk / Return Rank: 26
XYLE.DE Sharpe Ratio Rank: 26
XYLE.DE Sortino Ratio Rank: 24
XYLE.DE Omega Ratio Rank: 24
XYLE.DE Calmar Ratio Rank: 29
XYLE.DE Martin Ratio Rank: 28

EXUS.DE

EXUS.DE Risk / Return Rank: 77
EXUS.DE Sharpe Ratio Rank: 78
EXUS.DE Sortino Ratio Rank: 80
EXUS.DE Omega Ratio Rank: 78
EXUS.DE Calmar Ratio Rank: 72
EXUS.DE Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XYLE.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XYLE.DE	EXUS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.84	2.03	-1.19
Sortino ratio: Return per unit of downside risk	1.19	2.91	-1.71
Omega ratio: Gain probability vs. loss probability	1.15	1.38	-0.23
Calmar ratio: Return relative to maximum drawdown	1.24	2.94	-1.71
Martin ratio: Return relative to average drawdown	3.32	11.77	-8.45

XYLE.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current XYLE.DE Sharpe Ratio is 0.84, which is lower than the EXUS.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of XYLE.DE and EXUS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XYLE.DE vs. EXUS.DE - Drawdown Comparison

The maximum XYLE.DE drawdown since its inception was -19.07%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for XYLE.DE and EXUS.DE.

Drawdown Indicators

	XYLE.DE	EXUS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.07%	-16.21%	-2.86%
Max Drawdown (1Y) Largest decline over 1 year	-1.41%	-8.67%	+7.26%
Max Drawdown (3Y) Largest decline over 3 years	-1.45%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.98%	—	—
Current Drawdown Current decline from peak	-2.86%	0.00%	-2.86%
Average Drawdown Average peak-to-trough decline	-5.29%	-1.75%	-3.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.53%	2.17%	-1.64%

Volatility

XYLE.DE vs. EXUS.DE - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) is 0.54%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.18%. This indicates that XYLE.DE experiences smaller price fluctuations and is considered to be less risky than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XYLE.DE	EXUS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	3.18%	-2.64%
Volatility (6M) Calculated over the trailing 6-month period	1.69%	10.31%	-8.62%
Volatility (1Y) Calculated over the trailing 1-year period	2.10%	12.59%	-10.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.28%	13.36%	-10.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.86%	13.36%	-7.50%

XYLE.DE vs. EXUS.DE - Expense Ratio Comparison

XYLE.DE has a 0.21% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XYLE.DE vs. EXUS.DE - Dividend Comparison

Neither XYLE.DE nor EXUS.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XYLE.DE and EXUS.DE in my portfolio?

XYLE.DE and EXUS.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XYLE.DE or EXUS.DE?

On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XYLE.DE or EXUS.DE?

EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.21% for XYLE.DE.

What is the main difference between XYLE.DE and EXUS.DE?

XYLE.DE is categorized as Short-Term Bond, while EXUS.DE is Global Equities. XYLE.DE tracks Bloomberg MSCI USD Corporate SRI 0-5 Years PAB Index (EUR Hedged), while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.21% for XYLE.DE and 0.15% for EXUS.DE.